+66.2%
PFGC vs CASY
+220.7%
-154.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -11.9% | -11.3% | -0.6% | -9.8% |
| 3M | +5.0% | -0.6% | +5.6% | +3.8% |
| 6M | +8.6% | +10.7% | -2.1% | +3.5% |
| YTD | +9.7% | +37.1% | -27.4% | -1.6% |
| 1Y | -6.3% | +52.3% | -58.6% | -18.5% |
| All | +66.2% | +220.7% | -154.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling